+75.8%
VT vs OMC
+29.2%
+46.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.2% |
| 7D | +0.4% | +5.4% | -5.0% | -0.5% |
| 30D | -2.6% | +15.7% | -18.3% | -4.9% |
| 3M | -3.2% | +4.9% | -8.1% | -4.1% |
| 6M | +0.9% | +17.3% | -16.3% | -2.3% |
| YTD | +11.3% | +13.0% | -1.7% | +8.4% |
| 1Y | +14.0% | +24.1% | -10.1% | +8.3% |
| 3Y | +75.8% | +31.2% | +44.6% | +57.3% |
| All | +75.8% | +29.2% | +46.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling